Mercurial > octave-nkf
view libcruft/qrupdate/sch1dn.f @ 7789:82be108cc558
First attempt at single precision tyeps
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corrections to qrupdate single precision routines
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prefer demotion to single over promotion to double
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Add single precision support to log2 function
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Trivial PROJECT file update
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Cache optimized hermitian/transpose methods
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Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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c Copyright (C) 2008 VZLU Prague, a.s., Czech Republic c c Author: Jaroslav Hajek <highegg@gmail.com> c c This source is free software; you can redistribute it and/or modify c it under the terms of the GNU General Public License as published by c the Free Software Foundation; either version 2 of the License, or c (at your option) any later version. c c This program is distributed in the hope that it will be useful, c but WITHOUT ANY WARRANTY; without even the implied warranty of c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the c GNU General Public License for more details. c c You should have received a copy of the GNU General Public License c along with this software; see the file COPYING. If not, see c <http://www.gnu.org/licenses/>. c subroutine sch1dn(n,R,u,w,info) c purpose: given an upper triangular matrix R that is a Cholesky c factor of a symmetric positive definite matrix A, i.e. c A = R'*R, this subroutine downdates R -> R1 so that c R1'*R1 = A - u*u' c (real version) c arguments: c n (in) the order of matrix R c R (io) on entry, the upper triangular matrix R c on exit, the updated matrix R1 c u (io) the vector determining the rank-1 update c on exit, u is destroyed. c w (w) a workspace vector of size n c c NOTE: the workspace vector is used to store the rotations c so that R does not need to be traversed by rows. c integer n,info real R(n,n),u(n) real w(n) external strsv,slartg,snrm2 real rho,snrm2 real rr,ui,t integer i,j c quick return if possible if (n <= 0) return c check for singularity of R do i = 1,n if (R(i,i) == 0e0) then info = 2 return end if end do c form R' \ u call strsv('U','T','N',n,R,n,u,1) rho = snrm2(n,u,1) c check positive definiteness rho = 1 - rho**2 if (rho <= 0e0) then info = 1 return end if rho = sqrt(rho) c eliminate R' \ u do i = n,1,-1 ui = u(i) c generate next rotation call slartg(rho,ui,w(i),u(i),rr) rho = rr end do c apply rotations do i = n,1,-1 ui = 0e0 do j = i,1,-1 t = w(j)*ui + u(j)*R(j,i) R(j,i) = w(j)*R(j,i) - u(j)*ui ui = t end do end do info = 0 end